+1,840.4%
NDAQ vs SSNC
+1,021.7%
+818.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.7% | +1.4% | +0.4% | +1.2% |
| 30D | +16.2% | -2.6% | +18.9% | +17.3% |
| 3M | +14.0% | -0.6% | +14.6% | +14.0% |
| 6M | +22.3% | +19.9% | +2.4% | +13.2% |
| YTD | +13.0% | -8.2% | +21.2% | +16.3% |
| 1Y | +24.0% | -5.5% | +29.6% | +26.2% |
| 3Y | +117.1% | +56.8% | +60.3% | +80.8% |
| 5Y | +67.5% | +7.8% | +59.7% | +58.6% |
| 10Y | +474.3% | +183.3% | +290.9% | +267.0% |
| All | +1,840.4% | +1,021.7% | +818.7% | +563.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling